|
Reference date: |
December 30, 2020 |
|
|
|
|
|
|
|
|
|
|
Currency |
RUB |
|
|
|
|
Units |
1 000 000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FX and precious metals market |
Securities market |
Derivatives market |
Standardised OTC derivatives market |
|
Hypothetical capital (KCCP) |
5.36 |
610.04 |
11.13 |
42.45 |
|
C-factor |
0.16% |
8.39% |
0.46% |
2.79% |
|
DFCM |
2 900.00 |
2 273.00 |
940.00 |
520.00 |
|
DFCCP |
2 500.00 |
5 000.00 * |
1 500.00 |
1 000.00 |
*including additional dedicated CCP capital in amount of 3 billion RUB